Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 80'000 | 80'000 | 83'998 | 83'998 | 151'745 CHF | 152'585 CHF | 100.00% | 100.00% |
12.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 84'000 | 84'000 | 83'113 | 83'113 | 150'585 CHF | 151'416 CHF | 100.00% | 100.00% |
11.07.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 84'000 | 84'000 | 83'148 | 83'148 | 150'079 CHF | 150'912 CHF | 99.99% | 99.99% |
10.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 84'000 | 84'000 | 83'155 | 83'155 | 150'246 CHF | 151'077 CHF | 99.90% | 99.90% |
09.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 147'580 CHF | 148'420 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 149'200 CHF | 150'040 CHF | 100.00% | 100.00% |
05.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 146'678 CHF | 147'518 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 144'781 CHF | 145'621 CHF | 100.00% | 100.00% |
03.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 88'000 | 88'000 | 87'054 | 87'054 | 148'117 CHF | 148'988 CHF | 99.97% | 99.97% |
02.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 146'690 CHF | 147'570 CHF | 100.00% | 100.00% |